Search Results - subject:"genetic algorithms"

A comparative study of the Lasso-type and heuristic model selection methods

Savin, Ivan - COMISEF - 2010

This study presents a first comparative analysis of Lasso-type (Lasso, adaptive Lasso, elastic net) and heuristic subset selection methods. Although the Lasso has shown success in many situations, it has some limitations. In particular, inconsistent results are obtained for pairwise strongly...

Persistent link: https://www.econbiz.de/10008483960

Fuzzy clustering of univariate and multivariate time series by genetic multiobjective optimization

Bandyopadhyay, S.; Baragona, R.; Maulik, U. - COMISEF - 2010

supported by genetic algorithms is a most effective choice in such a di±cult context. In this paper we use the Xie-Beni index … framework. The concept of Pareto optimality in multiobjective genetic algorithms is used to evolve a set of potential solutions … towards a set of optimal non-dominated solutions. Genetic algorithms are well suited for implementing di±cult optimization …

Persistent link: https://www.econbiz.de/10008596145

Variable selection in STAR models with neighbourhood effects using genetic algorithms

Alberto, Isolina; Beamonte, Asunción; Gargallo, Pilar; … - In: Journal of Forecasting 29 (2010) 8, pp. 728-750

aspects. We use genetic algorithms which are very flexible and suitable for our multicriteria decision problem. In particular …

Persistent link: https://www.econbiz.de/10008740703

Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance

Savin, Ivan; Winker, Peter - COMISEF - 2010

Innovations, be they radical new products or technology improvements are widely recognized as a key factor of economic growth. To identify the factors triggering innovative activities is a main concern for economic theory and empirical analysis. As the number of hypotheses is large, the process...

Persistent link: https://www.econbiz.de/10008629502

Convergence of outcomes and evolution of strategic behavior in double auctions

Fano, Shira; Calzi, Marco Li; Pellizzari, Paolo - Dipartimento di Matematica Applicata, Università Ca' … - 2010

We study the emergence of strategic behavior in double auctions with an equal number n of buyers and sellers, under the distinct assumptions that orders are cleared simultaneously or asynchronously. The evolution of strategic behavior is modeled as a learning process driven by a genetic...

Persistent link: https://www.econbiz.de/10008632731

Learning Cancellation Strategies in a Continuous Double Auction Market

Milone, Lucia - Dipartimento di Matematica Applicata, Università Ca' … - 2010

This paper deals with two different issues. On one side, it tries to determine if the equilibrium order placement strategies analytically derived in Foucault et al. (2005) are learnable by no-maximizing agents that update their strategies on the only base of their own past experience (via...

Persistent link: https://www.econbiz.de/10008682220

Complementarities between Mathematical and Computational Modeling: The Case of the Repeated Prisoners' Dilemma

Vilà, Xavier - Departament d'Economia i Història Econòmica, … - 2010

same model by means of simulations based on genetic algorithms. The resulting simulations describe a behavior of the system …

Persistent link: https://www.econbiz.de/10008683665

Comparative Approach between Organizational Life Cycle and Rational Biological Model

MOLDOVEANU, George; ROSCA, Ion Gh. - In: REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF … 11 (2010) 3, pp. 369-375

existence. So, organizations’ "birth" or creation are considered the result of genetic algorithms, transformations are …

Persistent link: https://www.econbiz.de/10008676931

Stratégies évolutionnaires dans un modèle macroéconomique dynamique et complexe peuplé d'agents hétérogènes, autonomes et concurrents

Seppecher, Pascal - HAL - 2010

Suivant la feuille de route tracée par Joan Robinson, nous avons construit un modèle d'économie monétaire de production avec monnaie endogène, peuplé d'agents hétérogènes, autonomes et concurrents. Dans ce papier, on se propose de relâcher l'hypothèse d'entreprises orientées vers la...

Persistent link: https://www.econbiz.de/10008792101

Long-Term Stochastic Reservoir Operation Using a Noisy Genetic Algorithm

Yun, Ruan; Singh, Vijay; Dong, Zengchuan - In: Water Resources Management 24 (2010) 12, pp. 3159-3172

simple genetic algorithms (GAs), is proposed. Using operation of a single reservoir as an example, the results of NGA and …

Persistent link: https://www.econbiz.de/10010794428